Filling in Grease Pencil Shapes via Python Script
bpy.data.grease_pencil["GPencil.001"].palettes["GP_Palette"].colors["Color.002"].fill_alpha = 0.6


-should do the trick. 
Hover the mouse of the Fill -> Opacity slider in the properties panel(N)
and take a look at the command that shows in the popup. Change the names
of the "GPencil.001" and the "Color.002" to the ones that the command is pointing
to(the ones you are using).